+44.2%
GEV vs BP
+31.6%
+12.6%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.9% | -2.8% | -1.8% |
| 7D | +3.7% | +3.8% | -0.1% | +4.0% |
| 30D | -14.7% | -5.3% | -9.4% | -15.2% |
| 3M | -23.4% | +9.3% | -32.7% | -22.8% |
| 6M | -24.3% | +7.2% | -31.6% | -22.9% |
| YTD | +23.2% | +38.0% | -14.9% | +23.5% |
| 1Y | +44.2% | +33.2% | +11.0% | +47.9% |
| All | +44.2% | +31.6% | +12.6% | +47.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded BP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling